相关论文: Hierarchical robust aggregation of sales forecasts…

Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down…

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

This paper presents a new method for combining (or aggregating or ensembling) multivariate probabilistic forecasts, considering dependencies between quantiles and marginals through a smoothing procedure that allows for online learning. We…

Sales forecast is an essential task in E-commerce and has a crucial impact on making informed business decisions. It can help us to manage the workforce, cash flow and resources such as optimizing the supply chain of manufacturers etc.…

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. However, due to the short nature of sales times series in…

Existing hierarchical forecasting techniques scale poorly when the number of time series increases. We propose to learn a coherent forecast for millions of time series with a single bottom-level forecast model by using a sparse loss…

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

We study the forecasting of the power consumptions of a population of households and of subpopulations thereof. These subpopulations are built according to location, to exogenous information and/or to profiles we determined from historical…

Time-series forecasting is an important task in both academic and industry, which can be applied to solve many real forecasting problems like stock, water-supply, and sales predictions. In this paper, we study the case of retailers' sales…

The rapid expansion of online shopping has increased the demand for timely parcel delivery, compelling logistics service providers to enhance the efficiency, agility, and predictability of their hub networks. In order to solve the problem,…

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

This paper focuses on forecasting hierarchical time-series data, where each higher-level observation equals the sum of its corresponding lower-level time series. In such contexts, the forecast values should be coherent, meaning that the…

Elasticity is one of the key features of cloud computing that attracts many SaaS providers to minimize their services' cost. Cost is minimized by automatically provision and release computational resources depend on actual computational…

Probabilistic, hierarchically coherent forecasting is a key problem in many practical forecasting applications -- the goal is to obtain coherent probabilistic predictions for a large number of time series arranged in a pre-specified tree…

Aggregation constraints, arising from geographical or sectoral division, frequently emerge in a large set of time series. Coherent forecasts of these constrained series are anticipated to conform to their hierarchical structure organized by…

Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for…

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…